Exporting from .obj to .fbx source code
You can find the FBX importer and exporter code in the addons folder:

Blender_Installation_Folder\Your_Blender_Version\scripts\addons\io_scene_fbx

On my system it's here:
C:\Program Files\Blender Foundation\Blender\2.74\scripts\addons\io_scene_fbx

More about paths in blender in different operating systems

By the way, you don't need to compile from source to see this code's source, since this is a python script (you can just download and install an ordinary package for your operating system).